+135.1%
BAC vs CASY
+215.7%
-80.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -0.4% | -11.3% | +11.0% | +1.0% |
| 3M | +16.9% | -0.6% | +17.5% | +16.1% |
| 6M | +26.6% | +10.7% | +15.9% | +22.8% |
| YTD | +15.8% | +37.1% | -21.3% | +7.8% |
| 1Y | +27.2% | +52.3% | -25.1% | +15.7% |
| All | +135.1% | +215.7% | -80.6% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling